alpha-miner / alpha-mindLinks
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
☆233Updated 2 years ago
Alternatives and similar repositories for alpha-mind
Users that are interested in alpha-mind are comparing it to the libraries listed below
Sorting:
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- ☆106Updated 8 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- Quantitative finance research tools in Python☆429Updated 2 years ago
- High Frequency Trading☆109Updated 7 years ago
- ☆212Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Extension for creating Performance Reports with Backtrader☆72Updated 7 years ago
- QSTrader☆131Updated 6 years ago
- Compute VIX and related volatility indices☆107Updated 7 months ago
- Backtrader Front End☆174Updated 7 years ago
- portfolio construction and quantitative analysis☆139Updated 10 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- Python package designed for general financial and security returns analysis.☆333Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆81Updated last month
- A backtester and spreadsheet library for stocks and ETFs☆287Updated 2 months ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- the book with script☆79Updated 7 years ago
- Master repository for the pandas-ml modules☆163Updated last year
- 期权隐含波动率/历史波动率☆192Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- Implementation of Reinforcement Learning in Pair Trading☆9Updated last week